+1,172.8%
ARES vs BBWI
-23.2%
+1,196.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | +5.0% | -6.2% | +11.1% | +6.5% |
| 30D | +19.1% | +25.5% | -6.4% | +13.2% |
| 3M | +3.1% | +8.0% | -4.9% | +0.6% |
| 6M | +12.9% | +12.7% | +0.2% | +8.3% |
| YTD | -10.7% | +11.6% | -22.3% | -14.7% |
| 1Y | -5.5% | -0.9% | -4.6% | -8.5% |
| 3Y | +45.0% | -22.7% | +67.7% | +43.2% |
| 5Y | +87.4% | -67.2% | +154.6% | +113.0% |
| 10Y | +1,267.4% | -43.7% | +1,311.1% | +1,038.7% |
| All | +1,172.8% | -23.2% | +1,196.0% | +1,004.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling